4193
InMagroup2
OLD|Aalto Investment Management Game (Spring 2020)
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| 39 | AAPL | 772 | 77.98 | 141.71 | 0.04% | 109,400 | 0 | 49,196 |
| 109 | ABMD | -352 | 171.64 | 255.01 | -0.12% | -89,764 | 0 | -29,346 |
| 0 | ADS | -536 | 112.07 | 56.80 | 0.00% | -30,445 | 0 | 29,625 |
| 214 | AMAT | 975 | 61.73 | 97.58 | 0.23% | 95,140 | 0 | 34,949 |
| -1,145 | AMD | 1,245 | 48.69 | 86.16 | -1.06% | 107,269 | 0 | 46,650 |
| -1,392 | ANSS | 230 | 260.80 | 250.90 | -2.35% | 57,707 | 0 | -2,277 |
| 1,000 | ARNC | 2,084 | 29.06 | 28.46 | 1.72% | 59,311 | 0 | -1,250 |
| 654 | CDW | 422 | 143.01 | 165.89 | 0.94% | 70,006 | 0 | 9,653 |
| 199 | CMG | 70 | 857.77 | 1,331.86 | 0.21% | 93,230 | 0 | 33,186 |
| 481 | COTY | 5,660 | 10.60 | 8.13 | 1.06% | 46,044 | 0 | -13,952 |
| -391 | CPRT | 630 | 95.31 | 112.26 | -0.55% | 70,724 | 0 | 10,678 |
| -268 | DXC | -1,677 | 35.74 | 32.31 | 0.50% | -54,184 | 0 | 5,752 |
| -567 | GPN | 315 | 191.50 | 117.06 | -1.51% | 36,874 | 0 | -23,447 |
| 625 | GPS | -3,376 | 17.80 | 9.28 | -1.96% | -31,312 | 0 | 28,780 |
| -508 | KHC | -1,953 | 30.70 | 38.66 | 0.68% | -75,503 | 0 | -15,546 |
| -311 | KLAC | 346 | 173.01 | 338.60 | -0.27% | 117,156 | 0 | 57,294 |
| 0 | LB | -3,088 | 19.35 | 79.92 | 0.00% | -246,793 | 0 | -187,040 |
| 36 | LDOS | 594 | 101.02 | 101.63 | 0.06% | 60,368 | 0 | 362 |
| -86 | LRCX | 204 | 294.53 | 449.77 | -0.09% | 91,753 | 0 | 31,668 |
| 2,531 | M | -3,375 | 17.83 | 20.21 | -3.58% | -68,209 | 0 | -8,032 |
| -903 | MKTX | 165 | 363.07 | 272.17 | -1.97% | 44,908 | 0 | -14,998 |
| -6,032 | MOS | -2,832 | 21.18 | 48.74 | 4.57% | -138,032 | 0 | -78,050 |
| -511 | MSCI | 226 | 265.72 | 429.80 | -0.52% | 97,135 | 0 | 37,082 |
| 0 | MYL | -2,876 | 20.88 | 15.85 | 0.00% | -45,599 | 0 | 14,438 |
| -1,817 | OXY | -1,307 | 46.24 | 58.91 | 2.42% | -76,995 | 0 | -16,560 |
| 1,035 | QRVO | 528 | 114.13 | 99.83 | 2.00% | 52,710 | 0 | -7,553 |
| 45 | SWKS | 499 | 121.31 | 98.12 | 0.09% | 48,962 | 0 | -11,574 |
| -543 | TDG | 101 | 595.47 | 533.37 | -1.00% | 53,870 | 0 | -6,272 |
| -380 | TGT | 481 | 124.73 | 149.63 | -0.53% | 71,972 | 0 | 11,977 |
| 705 | XRX | 1,639 | 36.58 | 16.22 | 2.72% | 26,585 | 0 | -33,370 |
Performance
Performance
Risk-Adjusted Excess Return
Sharpe Ratio
Rolling 5-Day Volatilities
Daily 5% Value-at-Risk (VaR)
Rolling Betas
| Action | Type | Time | Symbol | Quantity | Price | Limit | Status |
|---|
| Payment Date | Ex-Dividend Date | Ticker | Position | Dividend Per Share | Total Dividend (USD) |
|---|